Peter:
First, Welcome to the Southwest!!! You will never regret your move. And Especially Durango!!! I am convinced that there is no place in America that has such diverse and beautiful scenery as the four corners. Within one hours flight, you can be in SE Utah and the Canyonlands, Lake Powell, Monument Valley, the Weminuche Wilderness, Anasazi ruins at Cortez, Chaco Canyon, the San Juan River, best snow sking in America (Wolf Creek Ski Area), etc... And to top that off, we have some great back country strips in this area (see the UBCP website)!
As to mountain flying, I would first get Sparky Imeson's book (google his name and Mountain Flying and you will get his website). There are a number of great CFI's in this area who know backcountry flying. UBCP website has a number of good CFI's. Once you get here, contact me if you can't find anyone.
Finally, make sure you get in contact with your fellow backcountry pilots in this area. Gary (aka Shortfielder) lives in Durango and is based at the Durango airport. I am in Albuquerque (hour flight away) at E98. Make sure you stop by if you are in the area.
Good luck and congratulations!!